The Escape

After talking to Kinzie, get to the roof of a building right in the middle of the city. Go in the door on the roof here. After failing to open the door, you will automatically find the proper door to go through. You are now out in the real world. And you're naked.

Walk forward through the door, and keep going forward. Eventually, you get to a console on the far side of this room and open the second door. Act quickly to avoid getting hit with the butt of a gun. Ho ho ho, you have a machine gun now.

Make your way forward, taking a left and going up the stairs. The door directly ahead won't open, so go down the hall to the right and find another door to go into. Go forward now, killing more aliens, until you go up more stairs and through another door. This should take you outside. Fight across the bridge and into another building.

Go through here and back outdoors now. At the end of this platform, you will have to turn around and stand your ground. Kill all of the aliens who come out here, then get saved by your friends. After sharing a touching moment with Kinzie, take control of the ship. Now fly forward. The controls get inverted here. Shoot the ships that get in your way until you make it out of the Alien ship and back to Earth.